+17,245.8%
MO vs CCL
+1,041.5%
+16,204.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.3% | -1.2% | +4.5% | +3.4% |
| 30D | +7.5% | +13.1% | -5.6% | +5.9% |
| 3M | +22.8% | +3.4% | +19.4% | +21.9% |
| 6M | +13.4% | +18.7% | -5.4% | +10.3% |
| YTD | +43.0% | -2.3% | +45.2% | +41.2% |
| 1Y | +45.2% | +14.2% | +31.0% | +40.4% |
| 3Y | +145.5% | +133.6% | +12.0% | +110.0% |
| 5Y | +157.1% | +33.5% | +123.6% | +124.1% |
| 10Y | +153.3% | -32.8% | +186.1% | +117.5% |
| All | +17,245.8% | +1,041.5% | +16,204.3% | +7,520.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling